+169.7%
GDX vs XPO
+13,163.9%
-12,994.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -3.8% | +4.7% | -8.4% | -4.2% |
| 3M | -5.4% | -7.1% | +1.6% | -5.0% |
| 6M | -12.7% | -6.3% | -6.4% | -12.4% |
| YTD | -0.7% | +39.1% | -39.7% | -3.3% |
| 1Y | +11.9% | +36.7% | -24.8% | +9.0% |
| 3Y | +223.9% | +127.4% | +96.5% | +199.1% |
| 5Y | +163.2% | +315.0% | -151.8% | +128.0% |
| 10Y | +349.2% | +1,263.5% | -914.3% | +247.8% |
| All | +169.7% | +13,163.9% | -12,994.2% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XPO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling